+82.5%
SPY vs FROG
+129.7%
-47.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | +0.1% | -11.3% | +11.4% | +1.5% |
| 30D | +0.1% | +3.6% | -3.6% | -0.7% |
| 3M | +2.0% | +1.7% | +0.3% | +1.1% |
| 6M | +13.0% | +123.5% | -110.5% | +0.3% |
| YTD | +13.5% | +40.2% | -26.7% | +6.2% |
| 1Y | +20.0% | +81.0% | -61.0% | +7.2% |
| 3Y | +77.2% | +194.8% | -117.6% | +39.6% |
| All | +82.5% | +129.7% | -47.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling